Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'494 CHF | 53'165 CHF | 99.38% | 99.38% |
19.11.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'100 CHF | 57'033 CHF | 99.07% | 99.07% |
18.11.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'619 CHF | 56'206 CHF | 97.33% | 97.33% |
15.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'001 CHF | 60'000 CHF | 99.38% | 99.38% |
14.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'112 CHF | 63'704 CHF | 99.37% | 99.37% |